+4,152.7%
CVX vs SM
+1,302.7%
+2,850.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.4% |
| 7D | -9.7% | -25.9% | +16.2% | -3.8% |
| 30D | +3.6% | -15.1% | +18.8% | +7.2% |
| 3M | +13.3% | +4.9% | +8.5% | +11.6% |
| 6M | +16.9% | +6.1% | +10.7% | +14.4% |
| YTD | +43.4% | +63.4% | -20.0% | +26.8% |
| 1Y | +44.5% | +72.5% | -28.0% | +26.1% |
| 3Y | +64.0% | -16.9% | +80.9% | +62.9% |
| 5Y | +126.4% | -10.6% | +137.1% | +113.6% |
| 10Y | +209.4% | +11.3% | +198.1% | +83.0% |
| All | +4,152.7% | +1,302.7% | +2,850.1% | +1,475.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling